README:

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Most of the analysis in the paper "Shocked by Bank Funding Shocks: Evidence from Consumer Credit Cards" utilizes consumer credit data provided by Equifax. The analysis involving credit data was conducted on Equifax's server. Both the data and code are proprietary and the property of Equifax, which cannot be made available to the public. Researchers who are granted access to the Equifax server can request access to these data by submitting a request to Equifax's data stewards. For researchers who have been granted access to the Equifax server and data, please contact the corresponding author (rohan.ganduri@emory.edu) for further instructions on how to access the data and code for the paper. 

For the analysis in the paper that employed publicly available data, we have included the code in this replication package. The details for each code are provided below.
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This folder provides the code to construct our main independent variable "Exposure" and all the bank-level control variables used in the paper "Shocked by Bank Funding Shocks: Evidence from Consumer Credit Cards." 

1) getSTWFVars.sas : This SAS code imports all the required BHC Y9C variables for the analysis. The BHC Y9C datasets were downloaded from WRDS (https://wrds-www.wharton.upenn.edu/)

2) getSTWFVars_Call.sas : This SAS code imports all the required bank Call report variables for the analysis. The Call report datasets were downloaded from WRDS (https://wrds-www.wharton.upenn.edu/)

3) CreateBankVariables.do : This Stata file define all the variables based on the BHC Y9C and Bank Call report data downloaded using the above SAS files

4) AggregateCallData.do : This Stata file is used to aggregate Call report data upto to the bank holding company level. This aggregation is used to variables such as brokered deposits, which are reported only at the bank level in Call reports but not at the holding company level in BHC Y9C reports

The detailed definitions of the variables used in the paper's analysis can also be found in the Internet Appendix supplemental files or on the corresponding author's website (https://www.rohanganduri.com/).


